def test_preprocess_diagonal():
T = np.array([0, np.nan, 2, 3, 4, 5, 6, 7, np.inf, 9])
m = 3
left_T = np.array([0, 0, 2, 3, 4, 5, 6, 7, 0, 9], dtype=float)
left_M, left_Σ = naive_compute_mean_std(left_T, m)
left_Σ_inverse = 1.0 / left_Σ
left_M_m_1, _ = naive_compute_mean_std(left_T, m - 1)
(
right_T,
right_M,
right_Σ_inverse,
right_M_m_1,
right_T_subseq_isfinite,
right_T_subseq_isconstant,
) = core.preprocess_diagonal(T, m)
npt.assert_almost_equal(left_T, right_T)
npt.assert_almost_equal(left_M, right_M)
npt.assert_almost_equal(left_Σ_inverse, right_Σ_inverse)
npt.assert_almost_equal(left_M_m_1, right_M_m_1)
T = pd.Series(T)
(
right_T,
right_M,
right_Σ_inverse,
right_M_m_1,
right_T_subseq_isfinite,
right_T_subseq_isconstant,
) = core.preprocess_diagonal(T, m)
npt.assert_almost_equal(left_T, right_T)
npt.assert_almost_equal(left_M, right_M)
npt.assert_almost_equal(left_Σ_inverse, right_Σ_inverse)
npt.assert_almost_equal(left_M_m_1, right_M_m_1)
def test_preprocess_diagonal():
T = np.array([0, np.nan, 2, 3, 4, 5, 6, 7, np.inf, 9])
m = 3
ref_T = np.array([0, 0, 2, 3, 4, 5, 6, 7, 0, 9], dtype=float)
ref_M, ref_Σ = naive_compute_mean_std(ref_T, m)
ref_Σ_inverse = 1.0 / ref_Σ
ref_M_m_1, _ = naive_compute_mean_std(ref_T, m - 1)
(
comp_T,
comp_M,
comp_Σ_inverse,
comp_M_m_1,
comp_T_subseq_isfinite,
comp_T_subseq_isconstant,
) = core.preprocess_diagonal(T, m)
npt.assert_almost_equal(ref_T, comp_T)
npt.assert_almost_equal(ref_M, comp_M)
npt.assert_almost_equal(ref_Σ_inverse, comp_Σ_inverse)
npt.assert_almost_equal(ref_M_m_1, comp_M_m_1)
T = pd.Series(T)
(
comp_T,
comp_M,
comp_Σ_inverse,
comp_M_m_1,
comp_T_subseq_isfinite,
comp_T_subseq_isconstant,
) = core.preprocess_diagonal(T, m)
npt.assert_almost_equal(ref_T, comp_T)
npt.assert_almost_equal(ref_M, comp_M)
npt.assert_almost_equal(ref_Σ_inverse, comp_Σ_inverse)
npt.assert_almost_equal(ref_M_m_1, comp_M_m_1)